Natixis Loomis Sayles Short Duration Income ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7948 | 3.06 | |
| 0.0668 | 3.10 | |
| 0.8498 | 11.62 | |
| -2.3869 | -1.22 | |
| 4.7610 | 1.63 | |
| -4.5249 | -2.44 | |
| 2.9629 | 1.86 | |
| 1.2669 | 0.96 | |
| -4.8185 | -4.60 | |
| 3.6986 | 3.87 | |
| -1.0478 | -1.44 |
Estimation Period:
Dec 28, 2017 to Sep 20, 2024
Dec 28, 2017 to Sep 20, 2024
News Impact Curve
Volatility Forecasts
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